论文标题
Fisher-Rao在协方差锥上的距离
Fisher-Rao distance on the covariance cone
论文作者
论文摘要
统计流形的Fisher-Rao测量距离由零均值的P维多元高斯人组成，在几个地方都没有证明（例如史蒂文·史密斯（Steven Smith）的“协方差，子空间和内在的cramer-rao界限”）。在本文中，我们使用基本的Riemannian几何形状给出了证明。
The Fisher-Rao geodesic distance on the statistical manifold consisting of zero-mean p-dimensional multivariate Gaussians appears without proof in several places (such as Steven Smith's "Covariance, Subspace, and Intrinsic Cramer-Rao Bounds"). In this paper, we give a proof using basic Riemannian geometry.
